
File "Congress_tweets_daily.parquet" contains pseudo-data for the politicans' tweets aggregated at the daily frequency. It includes the following columns: ['permno', 'Ticker', 'date', 'tone']

File "Returns_daily.parquet" contains pseudo-data for the daily returns. It includes the following columns: ['permno', 'permco', 'date', 'prc', 'mcap', 'ret', 'vwretd','exret_capm', 'exret_ff3', 'exret_ff4', 'ret_lag', 'ILLIQ']

File 'News_headlines_daily.parquet' contains pseudo-data for  news articles concerning the target companies aggregated at the daily frequency. It includes the following columns ['Ticker', 'date', 'permno', 'toneNews']

File 'News_tweets_daily.parquet' contains pseudo-data for  Tweets from major news media outlets aggregated at the daily frequency. It includes the following columns ['Ticker', 'date', 'permno', 'toneNewsTweets']

File 'BloombergSentiment_daily.parquet' contains pseudo-data for   the Bloomberg Sentiment measure. It contains the following columns ['date', 'ticker', 'permno', 'BloombergSentiment']

File 'ForecastErrors_daily.parquet' contains pseudo-data for  the  analysts and management forecast errors for revenue and EPS. It contains the following columns ['permno', 'date', 'FE_SAL', 'FE_EPS', 'FE_FIRM_SAL', 'FE_FIRM_EPS']

File 'ForecastRevision_daily.parquet' contains pseudo-data for  the  analysts forecast revisions for revenue and EPS. It contains the following columns ['permno', 'date', 'FR_SAL', 'FR_EPS']

File 'macro_controls_daily.parquet' contains pseudo-data for  the macro news for the top-50 macro announcements at the daily frequency. It contains the following columns ['Event', 'Ticker', 'Relevance', 'date', 'surprise_S']

File 'Congress_tweets_daily_username.parquet' contains pseudo-data for   pseudo-data for the politicans' tweets aggregated at the daily frequency and congress member. It contains the following columns ['permno', 'Ticker', 'date', 'usernameTweet', 'text', 'tone']

File 'link_twitter_CongressMemberID.parquet' contains pseudo-data for  the link between twitter accounts and Member identifier in the Biographical Directory of Congress. It contains the following columns ['usernameTweet', 'bioguide_id', 'icpsr']

File SenateHouseCommitteeInfo.parquet contains pseudo-data for  information about members of congress serving in the Senate and the House Committees. The data comes from Charles Stewart's Congressional Data Page. It contains the following columns ['congress', 'icpsr', 'Maj/Min', 'Rank Within Party', 'Party Code', 'Date of Appointment', 'Date of Termination', 'Senior Party Member',  'cmte_senior', 'Committee Period of Service', 'Committee status at end of this Congress', 'Committee continuity of assignment in next Congress', 'cmte_name', 'State Name', 'member', 'cmte_senior_max', 'chamber']

File Committee_meetings.parquet contains pseudo-data for the committee meeting days. It contains the following columns ['congress', 'chamber', 'cmte_name_meeting', 'date', 'date_bd',  'bill_number', 'title']

File "IndustryReturns_daily.parquet" contains pseudo-data for the daily industry returns. It includes the following columns: ['permno', 'date', 'ffi49_name', 'ffi49_desc', 'ret_ind', 'ret_ind_adj']

File LES_scores.parquet   contains pseudo-data for the Legislative Effectiveness Score. It contains the following columns ['congress', 'icpsr', 'LES', 'LES_above_median']